According to Wikipedia: Del Rey often told people that his real name was Ramon Felipe Alvarez-del Rey (or sometimes even Ramon Felipe San Juan Mario Silvio Enrico Smith Heartcourt-Brace Sierra y Alvarez del Rey y de los Uerdes). He also claimed that his family was killed in a car accident during 1935. However, his sister has confirmed that his name was really Leonard Knapp and that while the accident in 1935 killed his first wife, his parents, brother, and sister were not killed in the accident.

The two volumes of del Rey's writings published by NESFA Press include a note of thanks with a listing of 16 known pennames as well as del Rey's birth name.